Spectral Methods for Uncertainty Quantification With Applications to Computational Fluid Dynamics /

• Main Authors: Le Maître, O. P. (Author), Knio, Omar M. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Dordrecht : Springer Netherlands, 2010.
• Series: Scientific Computation,
• Subjects: Physics.; Computer mathematics.; Mathematical models.; Fluids.; Spectroscopy.; Microscopy.; Spectroscopy and Microscopy.; Computational Mathematics and Numerical Analysis.; Mathematical Modeling and Industrial Mathematics.; Computational Science and Engineering.; Fluid- and Aerodynamics.; Numerical and Computational Physics.

This book presents applications of spectral methods to problems of uncertainty propagation and quantification in model-based computations, focusing on the computational and algorithmic features of these methods most useful in dealing with models based on partial differential equations, in particular...

Table of Contents:

• Introduction: Uncertainty Quantification and Propagation
• Basic Formulations
• Spectral Expansions
• Non-intrusive Methods
• Galerkin Methods
• Detailed Elementary Applications
• Application to Navier-Stokes Equations
• Advanced topics
• Solvers for Stochastic Galerkin Problems
• Wavelet and Multiresolution Analysis Schemes
• Adaptive Methods
• Epilogue.